Random Time Dynamical Systems I: General Structures

Publication date 30 December 2020

Fractional partial differential equations (35R11) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Asymptotics of solutions to integral equations (45M05) Stable stochastic processes (60G52)

Abstract: In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of random time, that the subordinated system exhibits a slower time decay which is determined by the random time characteristics. In the path asymptotic a random time change is reflected in the new velocity of the resulting dynamics.

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